Connecting to LinkedIn...

Connecting to LinkedIn...

W1siziisijiwmtqvmdkvmzavmtavndevmzevmzkxl3n0b2nrx3bob3rvx2pvynnfynv0dg9ux29ux2tlewjvyxjkxzgwmdu4mtgxlmpwzyjdlfsiccisinrodw1iiiwimtkymhgxmjuwiyjdxq

Quant Developer

Job Title: Quant Developer
Contract Type: Contract
Location: London, London
Industry:
Salary: £600 - £700 per day + Negotiable
Start Date: ASAP
Duration: 6 Months
REF: SDBO2277
Contact Name: Sadiye Booker
Contact Email: sadiyeb@montash.com
Job Published: almost 2 years ago

Job Description

Title: Quant Developer
Location:
London
Salary/Rate:
£600-£700

Montash have been engaged by a large financial services client based in London to secure an experienced Quant Developer immediately. This position requires a strong cooperation with trading and the Global Markets IT division in order to ensure all quant development integrate optimally with the IT ecosystem within the organisation to ensure best deliveries to the organisation. The Quant Developer will be working within the Global Markets Quantitative Research division.

Job Purpose

The Quant Developer will be tasked to build along with the Global Markets IT a new architecture to calculate counterparty risk and capital numbers at portfolio level for use for Counterparty risk hedging and funding risk monitoring etc. The role is being offered to participate in this major project and work within the Counterparty and regulatory quant team.

Ideal candidate

The ideal candidate will have come from a mathematical/statistical educational background and will have extensive experience within financial services working with large scale libraries and dealing with C#, C++ and have knowledge of XML.

Key Responsibilities:

  • Develop and test and additional modules necessary for the project.
  • Develop the trade description conversion module to cover all required derivatives products.
  • Interact with the grid computing framework to deliver risk measures at portfolio level.

Key Requirements:

  • Extensive experience with C#, C++ and XML.
  • Strong financial services background.
  • Comfortable with large scale libraries.
  • Strong experience in networks and heavy IO based systems.

If this role may be suitable or you know someone who may be interested, please feel free to contact me on sadiyeb@montash.com.

Similar Jobs You May Also Be Interested In

Social Stream

Latest News

W1siziisijiwmtcvmdkvmjevmdgvndmvmduvmtmxl1vudgl0bgvkigrlc2lnbiaomjmplmpwzyjdlfsiccisinrodw1iiiwimzgwedewmcmixv0

Why do we punish the victims of hacking?

2017-09-21 09:00:00 +0100

Hacks occur every 39 seconds, with 95% of them targeting governments, retailers and the tech industry. If the hackers are caught, they'll face prison time under the Computer Misuse Act. More often than not, the businesses who are victims of those attacks expose themselves to punishment of their own. The laws that determine the duty of protection owed to businesses and their customers is both vague and broad, making them question just how much protection...

W1siziisijiwmtcvmdkvmtgvmtavmtivndyvodeyl1dvbwvuigluihrly2ggkdiplmpwzyjdlfsiccisinrodw1iiiwimzgwedewmcmixv0

Tech is for girls... and always has been!

2017-09-18 10:00:00 +0100

Today, it's hard to deny that the IT and tech industry is a male-dominated field. Women earn only 28%[1] of computer science degrees, while the quit rate for women in the high tech industry is 41%[2], twice as high as it is for men. These two statistics would suggest that perhaps women aren't just discouraged from entering the tech field, but may find it a challenging environment to work in both in terms of treatment and pay. Facebook chief operating of...